Stock return autocorrelations revisited: A quantile regression approach
| Year of publication: |
2012
|
|---|---|
| Authors: | Baur, Dirk G. ; Dimpfl, Thomas ; Jung, Robert C. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 19.2012, 2, p. 254-266
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